Journal of Korean Institute of Industrial Engineers (대한산업공학회지)

Korean Institute of Industrial Engineers (대한산업공학회)
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Simulation Study of Discrete Event Systems using Fast Approximation Method of Single Run and Optimization Method of Multiple Run

단일 실행의 빠른 근사해 기법과 반복 실행의 최적화 기법을 이용한 이산형 시스템의 시뮬레이션 연구

  • Park, Kyoung Jong (Department of Business Administration, Gwangju University) ;
  • Lee, Young Hae (Department of Industrial Engineering, Hanyang University)
  • Published : 2006.03.31
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Abstract

This paper deals with a discrete simulation optimization method for designing a complex probabilistic discrete event simulation. The developed algorithm uses the configuration algorithm that can change decision variables and the stopping algorithm that can end simulation in order to satisfy the given objective value during single run. It tries to estimate an auto-regressive model for evaluating correctly the objective function obtained by a small amount of output data. We apply the proposed algorithm to M/M/s model, (s, S) inventory model, and known-function problem. The proposed algorithm can't always guarantee the optimal solution but the method gives an approximate feasible solution in a relatively short time period. We, therefore, show the proposed algorithm can be used as an initial feasible solution of existing optimization methods that need multiple simulation run to search an optimal solution.

Keywords

References

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